This article proposes to use the computer-based bootstraptechnique to test the significance of the lag-k sampleserial correlation coefficient (r <Subscript>k</Subscript>) of a time series.The bootstrap approach is free of sample distribution types, freeof restrictive assumptions, and easy to understand and implement....</subscript>

A bivariate extreme value distribution, namely theGumbel mixed model constructed from Gumbel marginaldistributions is employed to analyze the joint distributionof correlated storm peak (maximum rainfall intensity) andamount. Based on its marginal distributions, the jointdistribution, the...

The non-parametric Mann-Kendall (MK) statistical test has been popularly used to assess the significance of trend in hydrological time series. The test requires sample data to be serially independent. When sample data are serially correlated, the presence of serial correlation in time series...